-45.7%
TOST vs ALNY
+43.7%
-89.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.4% | +12.2% | -15.6% | -6.5% |
| 30D | -2.4% | +16.3% | -18.8% | -6.6% |
| 3M | +34.6% | -12.4% | +47.0% | +36.6% |
| 6M | +15.2% | -18.7% | +33.9% | +18.9% |
| YTD | -4.4% | -33.1% | +28.7% | +4.1% |
| 1Y | -17.4% | -41.3% | +23.9% | -6.9% |
| 3Y | +54.5% | +32.3% | +22.2% | +26.9% |
| All | -45.7% | +43.7% | -89.4% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling